Essays about: "Dynamic Linear Models"

Showing result 1 - 5 of 120 essays containing the words Dynamic Linear Models.

  1. 1. Portfolio Risk Modelling in Venture Debt

    University essay from KTH/Matematisk statistik

    Author : John Eriksson; Jacob Holmberg; [2023]
    Keywords : Startup Default Probability; Venture Debt; Gaussian Copula; Value-at-Risk; Expected Shortfall; Exposure at Default; Loss Given Default; Forecast; Linear Dynamic System; ARIMA Time Series; Monte Carlo Simulation; Linear Regression; Central Limit Theorem;

    Abstract : This thesis project is an experimental study on how to approach quantitative portfolio credit risk modelling in Venture Debt portfolios. Facing a lack of applicable default data from ArK and publicly available sets, as well as seeking to capture companies that fail to service debt obligations before defaulting per se, we present an approach to risk modeling based on trends in revenue. READ MORE

  3. 2. Dynamic Warning Signals and Time Lag Analysis for Seepage Prediction in Hydropower Dams : A Case Study of a Swedish Hydropower Plant

    University essay from Uppsala universitet/Datalogi

    Author : Lovisa Olsson; Julia Hellström; [2023]
    Keywords : hydropower; dam safety; dam monitoring; seepage; prediction models; data-driven methods; artificial intelligence; AI;  linear regression; Support Vector Regression; SVR; Long Short-Term Memory; LSTM;

    Abstract : Hydropower is an important energy source since it is fossil-free, renewable, and controllable. Characteristics that become especially important as the reliance on intermittent energy sources increases. However, the dams for the hydropower plants are also associated with large risks as a dam failure could have fatal consequences. READ MORE

  4. 3. Grey-box Modeling of Hydropower Plants for Improved Frequency Regulation : Evaluation of Double-Regulated Hydropower Turbines for Fulfillment of the New FCR-requirements

    University essay from Uppsala universitet/Elektricitetslära

    Author : Karolina Engström; Rebecca Waldenfjord; [2023]
    Keywords : Double-regulated hydroturbines; Grey-box modeling; FCR-requriements; Frequency contaminent reserve; Hydropower modeling; Dynamic stability; Dynamic performance;

    Abstract : Over the last decades, the frequency on the Nordic electrical power grid has deteriorated. Therefore, new stricter requirements are developed for the hydropower delivering regulating active power on the Frequency Containment Reserve market (FCR). READ MORE

  5. 4. Multi-scale Bark Beetle Predictions Using Machine Learning

    University essay from Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

    Author : Albert Øhrman Wellendorf; [2023]
    Keywords : Geography; GIS; Geographically weighted regression; bark beetle; machine learning; Earth and Environmental Sciences;

    Abstract : Bark beetle attacks have led to widespread tree disturbance and deaths in many parts of the world, and thereby also economic and biodiversity losses. Forest-rich Sweden has experienced periodic attacks, latest in 2018. READ MORE

  6. 5. Modeling Melodic Accents in Jazz Solos

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Misael Berrios Salas; [2023]
    Keywords : Accents; Jazz Solo; Support Vector Regression SVR ; eXtreme Gradient Boosting XGBoost ; Multiple Linear Regression MLR ; Dynamic; Accenter; Jazz Solos; Support Vector Regression SVR ; eXtreme Gradient Boosting XGBoost ; Multiple Linear Regression MLR ; Dynamisk;

    Abstract : This thesis looks at how accurately one can model accents in jazz solos, more specifically the sound level. Further understanding the structure of jazz solos can give a way of pedagogically presenting differences within music styles and even between performers. Some studies have tried to model perceived accents in different music styles. READ MORE